Non-Linear Filtering for Telescoping Markov Chains and Applications to Evolving Images

Speaker: 

Andrew Papanicolaou

Institution: 

Brown University Applied Math

Time: 

Monday, January 11, 2010 - 4:00pm

Location: 

RH 306

We discuss problems related to identification/prediction of behavioral characteristics of an intelligent agent (e.g. a human, a robot, an avatar) based on noisy video footage. The attributes of interest include: patterns of motion (e.g. pose and position ), intentions, mood swings etc. Some of the attributes (e.g. intentions) are not directly observable, and need to be inferred from the other attributes. Others, such as pose and location, are partially observable but the observations are corrupted by noise.

Our general approach to the problem is Bayesian. More specifically, the hierarchical dynamics of the agent behavior is modeled by a telescoping/ layered Markov chain (TMC) which iteratively conditions the distribution of circumstantial attributes on the values taken by more basic ones. For instance, a person's pose is a random field taking values in a set of possible poses. The distribution with which the agent takes a particular pose depends on the agent's intentions, which can be modeled by components of the TMC at another level in the hierarchy.

Our approach to identification is based on nonlinear filtering type algorithms and optimal change-point detection for partially observable TMCs. Generally speaking, nonlinear filtering for partially observable TMCs is a particular case of the Hidden Markov Model (HMM) for vector-valued Markov chains. One of the main obstacles to efficient performance HMMs is the curse of dimensionality. To some degree, these problems could be mollified by introduction of particle filters, Rao-Blackwellization, and other methods, but the high dimensionality still remains to be a serious problem. Introduction of TMCs is just another step in the quest for reduction of computational complexity of HMMs.

Applications of TMC-based nonlinear filtering to analysis of video footage, presented in the paper, demonstrates practical potential of the approach.

Multilevel Adaptive Finite Element Methods

Speaker: 

Professor Long Chen

Institution: 

U.C. Irvine

Time: 

Friday, December 4, 2009 - 4:00pm

Location: 

MSTB 120

In the numerical simulation of many practical problems in physics and
engineering, it is always an active research topic to efficiently and effectively
solve a set of partial differential equations (PDEs), which represents the
mathematical model of practical problems concerned. This talk is on the study of
advanced numerical methods for partial differential equations that arise from
scientific and engineering applications. The theme of research is on the
development, application and analysis of multilevel adaptive finite element methods.

Blind source separation and background suppression in audio

Speaker: 

Yang Wang

Institution: 

Michigan State U

Time: 

Monday, January 4, 2010 - 4:00pm

Location: 

RH 306

An important problem in signal processing is the "cocktail party problem", where several people are speaking at the same time and the objective is to separate the different speakers, typically using several microphones placed in different localities. Numerous techniques had been proposed to solve the cocktail party problem, with various degrees of success. Many of these techniques work very well for artificially mixed speech signals, but when it comes to real recordings, even with two speakers, the success is much more mixed. In this talk, we present a very robust method for solving the cocktail party problem in real recording with two speakers based on time-frequency separation.

A related problem is to suppress background noise so the intended speaker can be heard more clearly. We present a highly effective technique for solving this problem.

Geometry, fluids, control, optimization, and imaging

Speaker: 

Tudor Ratiu

Institution: 

Ecole Polytechnique Federale de Lausanne

Time: 

Thursday, January 7, 2010 - 4:00pm

Location: 

RH 306

Variational principles are at the core of the formulation of mechanical problems. What happens in the presence of symmetry when variables can be eliminated? I will discuss the geometry underlying this reduction process and present the induced constrained variational principle and the associated Euler-Lagrange equations. The rigid body and the Euler equations for ideal fluids are examples of such reduced Euler-Lagrange equations in convective and spatial representations, respectively. This geometric structure permits the introduction of a new class of optimal control problems that have the remarkable property that the control satisfies precisely these reduced Euler-Lagrange equations. As an example, it is shown that geodesic motion for the normal metric can be controlled by geodesics on the symmetry group. In the case of fluids, these optimal control problems yield the classical Clebsch variables and singular solutions for the Camassa-Holm equation. Relaxing the constraint to a quadratic penalty yields associated optimization problems. Time permitting, the equations of metamorphosis dynamics in imaging will be deduced from this optimization problem.

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